CME British Pound Future June 2018
| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.4093 |
1.4103 |
0.0010 |
0.1% |
1.4202 |
| High |
1.4131 |
1.4139 |
0.0008 |
0.1% |
1.4294 |
| Low |
1.4064 |
1.4060 |
-0.0004 |
0.0% |
1.4054 |
| Close |
1.4099 |
1.4119 |
0.0020 |
0.1% |
1.4058 |
| Range |
0.0067 |
0.0079 |
0.0012 |
17.9% |
0.0240 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
90,696 |
99,049 |
8,353 |
9.2% |
468,954 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4343 |
1.4310 |
1.4162 |
|
| R3 |
1.4264 |
1.4231 |
1.4141 |
|
| R2 |
1.4185 |
1.4185 |
1.4133 |
|
| R1 |
1.4152 |
1.4152 |
1.4126 |
1.4169 |
| PP |
1.4106 |
1.4106 |
1.4106 |
1.4114 |
| S1 |
1.4073 |
1.4073 |
1.4112 |
1.4090 |
| S2 |
1.4027 |
1.4027 |
1.4105 |
|
| S3 |
1.3948 |
1.3994 |
1.4097 |
|
| S4 |
1.3869 |
1.3915 |
1.4076 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4855 |
1.4697 |
1.4190 |
|
| R3 |
1.4615 |
1.4457 |
1.4124 |
|
| R2 |
1.4375 |
1.4375 |
1.4102 |
|
| R1 |
1.4217 |
1.4217 |
1.4080 |
1.4176 |
| PP |
1.4135 |
1.4135 |
1.4135 |
1.4115 |
| S1 |
1.3977 |
1.3977 |
1.4036 |
1.3936 |
| S2 |
1.3895 |
1.3895 |
1.4014 |
|
| S3 |
1.3655 |
1.3737 |
1.3992 |
|
| S4 |
1.3415 |
1.3497 |
1.3926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4244 |
1.4054 |
0.0190 |
1.3% |
0.0084 |
0.6% |
34% |
False |
False |
92,930 |
| 10 |
1.4294 |
1.4053 |
0.0241 |
1.7% |
0.0108 |
0.8% |
27% |
False |
False |
110,420 |
| 20 |
1.4294 |
1.3843 |
0.0451 |
3.2% |
0.0104 |
0.7% |
61% |
False |
False |
87,184 |
| 40 |
1.4294 |
1.3779 |
0.0515 |
3.6% |
0.0114 |
0.8% |
66% |
False |
False |
44,650 |
| 60 |
1.4415 |
1.3537 |
0.0878 |
6.2% |
0.0120 |
0.8% |
66% |
False |
False |
29,829 |
| 80 |
1.4415 |
1.3400 |
0.1015 |
7.2% |
0.0106 |
0.8% |
71% |
False |
False |
22,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4475 |
|
2.618 |
1.4346 |
|
1.618 |
1.4267 |
|
1.000 |
1.4218 |
|
0.618 |
1.4188 |
|
HIGH |
1.4139 |
|
0.618 |
1.4109 |
|
0.500 |
1.4100 |
|
0.382 |
1.4090 |
|
LOW |
1.4060 |
|
0.618 |
1.4011 |
|
1.000 |
1.3981 |
|
1.618 |
1.3932 |
|
2.618 |
1.3853 |
|
4.250 |
1.3724 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.4113 |
1.4113 |
| PP |
1.4106 |
1.4106 |
| S1 |
1.4100 |
1.4100 |
|